Price fixed-rate note from set of zero curves
[
prices
a fixed-rate note from a set of zero curves.Price
,DirtyPrice
,CFlowAmounts
,CFlowDates
]
= fixedbyzero(RateSpec
,CouponRate
,Settle
,Maturity
)
[
adds
additional name-value pair arguments.Price
,DirtyPrice
,CFlowAmounts
,CFlowDates
]
= fixedbyzero(___,Name,Value
)
[1] Hull, J. Options, Futures, and Other Derivatives. Prentice-Hall, 2011.